Random Number Generation and Monte Carlo Methods

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 147572960X
Total Pages : 252 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Random Number Generation and Monte Carlo Methods by : James E. Gentle

Download or read book Random Number Generation and Monte Carlo Methods written by James E. Gentle and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.

Random Number Generators--Principles and Practices

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Author :
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 1501506269
Total Pages : 524 pages
Book Rating : 4.5/5 (15 download)

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Book Synopsis Random Number Generators--Principles and Practices by : David Johnston

Download or read book Random Number Generators--Principles and Practices written by David Johnston and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Number Generators, Principles and Practices has been written for programmers, hardware engineers, and sophisticated hobbyists interested in understanding random numbers generators and gaining the tools necessary to work with random number generators with confidence and knowledge. Using an approach that employs clear diagrams and running code examples rather than excessive mathematics, random number related topics such as entropy estimation, entropy extraction, entropy sources, PRNGs, randomness testing, distribution generation, and many others are exposed and demystified. If you have ever Wondered how to test if data is really random Needed to measure the randomness of data in real time as it is generated Wondered how to get randomness into your programs Wondered whether or not a random number generator is trustworthy Wanted to be able to choose between random number generator solutions Needed to turn uniform random data into a different distribution Needed to ensure the random numbers from your computer will work for your cryptographic application Wanted to combine more than one random number generator to increase reliability or security Wanted to get random numbers in a floating point format Needed to verify that a random number generator meets the requirements of a published standard like SP800-90 or AIS 31 Needed to choose between an LCG, PCG or XorShift algorithm Then this might be the book for you.

Exploring Monte Carlo Methods

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Author :
Publisher : Elsevier
ISBN 13 : 0128197455
Total Pages : 594 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Exploring Monte Carlo Methods by : William L. Dunn

Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier. This book was released on 2022-06-07 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. Provides a comprehensive yet concise treatment of Monte Carlo methods Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions

R Programming for Data Science

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Publisher :
ISBN 13 : 9781365056826
Total Pages : 0 pages
Book Rating : 4.0/5 (568 download)

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Book Synopsis R Programming for Data Science by : Roger D. Peng

Download or read book R Programming for Data Science written by Roger D. Peng and published by . This book was released on 2012-04-19 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data science has taken the world by storm. Every field of study and area of business has been affected as people increasingly realize the value of the incredible quantities of data being generated. But to extract value from those data, one needs to be trained in the proper data science skills. The R programming language has become the de facto programming language for data science. Its flexibility, power, sophistication, and expressiveness have made it an invaluable tool for data scientists around the world. This book is about the fundamentals of R programming. You will get started with the basics of the language, learn how to manipulate datasets, how to write functions, and how to debug and optimize code. With the fundamentals provided in this book, you will have a solid foundation on which to build your data science toolbox.

Uniform Random Numbers

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Publisher : Springer Science & Business Media
ISBN 13 : 1461523176
Total Pages : 218 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Uniform Random Numbers by : Shu Tezuka

Download or read book Uniform Random Numbers written by Shu Tezuka and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: In earlier forewords to the books in this series on Discrete Event Dynamic Systems (DEDS), we have dwelt on the pervasive nature of DEDS in our human-made world. From manufacturing plants to computer/communication networks, from traffic systems to command-and-control, modern civilization cannot function without the smooth operation of such systems. Yet mathemat ical tools for the analysis and synthesis of DEDS are nascent when compared to the well developed machinery of the continuous variable dynamic systems char acterized by differential equations. The performance evaluation tool of choice for DEDS is discrete event simulation both on account of its generality and its explicit incorporation of randomness. As it is well known to students of simulation, the heart of the random event simulation is the uniform random number generator. Not so well known to the practitioners are the philosophical and mathematical bases of generating "random" number sequence from deterministic algorithms. This editor can still recall his own painful introduction to the issues during the early 80's when he attempted to do the first perturbation analysis (PA) experiments on a per sonal computer which, unbeknownst to him, had a random number generator with a period of only 32,768 numbers. It is no exaggeration to say that the development of PA was derailed for some time due to this ignorance of the fundamentals of random number generation.

Open Problems in Mathematics and Computational Science

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Publisher : Springer
ISBN 13 : 331910683X
Total Pages : 440 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Open Problems in Mathematics and Computational Science by : Çetin Kaya Koç

Download or read book Open Problems in Mathematics and Computational Science written by Çetin Kaya Koç and published by Springer. This book was released on 2015-03-25 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents interesting, important unsolved problems in the mathematical and computational sciences. The contributing authors are leading researchers in their fields and they explain outstanding challenges in their domains, first by offering basic definitions, explaining the context, and summarizing related algorithms, theorems, and proofs, and then by suggesting creative solutions. The authors feel a strong motivation to excite deep research and discussion in the mathematical and computational sciences community, and the book will be of value to postgraduate students and researchers in the areas of theoretical computer science, discrete mathematics, engineering, and cryptology.

Random Number Generators and Simulation

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Author :
Publisher : Akademiai Kiads
ISBN 13 :
Total Pages : 352 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Random Number Generators and Simulation by : István Deák

Download or read book Random Number Generators and Simulation written by István Deák and published by Akademiai Kiads. This book was released on 1990 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Random Number Generation and Quasi-Monte Carlo Methods

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Author :
Publisher : SIAM
ISBN 13 : 9781611970081
Total Pages : 247 pages
Book Rating : 4.9/5 (7 download)

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Book Synopsis Random Number Generation and Quasi-Monte Carlo Methods by : Harald Niederreiter

Download or read book Random Number Generation and Quasi-Monte Carlo Methods written by Harald Niederreiter and published by SIAM. This book was released on 1992-01-01 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.

Non-Uniform Random Variate Generation

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461386438
Total Pages : 859 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Non-Uniform Random Variate Generation by : Luc Devroye

Download or read book Non-Uniform Random Variate Generation written by Luc Devroye and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 859 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l fe. In operatlons research, random numbers are a key component ln arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl catlon has some bullt-ln structure: typlcally, one needs more than just a sequence of Independent random blts or Independent uniform 0,1] random vari ables. Some users need random variables wlth unusual densltles, or random com blnatorlal objects wlth speclftc propertles, or random geometrlc objects, or ran dom processes wlth weil deftned dependence structures. Thls ls preclsely the sub ject area of the book, the study of non-uniform random varlates. The plot evolves around the expected complexlty of random varlate genera tlon algorlthms. We set up an ldeal zed computatlonal model (wlthout overdolng lt), we lntroduce the notlon of unlformly bounded expected complexlty, and we study upper and lower bounds for computatlonal complexlty. In short, a touch of computer sclence ls added to the fteld. To keep everythlng abstract, no tlmlngs or computer programs are lncluded. Thls was a Iabor of Iove. George Marsagl a created CS690, a course on ran dom number generat on at the School of Computer Sclence of McG ll Unlverslty."

IRCCRAND - The Ohio State University Random Number Generator Package

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Publisher :
ISBN 13 :
Total Pages : 95 pages
Book Rating : 4.:/5 (25 download)

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Book Synopsis IRCCRAND - The Ohio State University Random Number Generator Package by : Edward J. Dudewicz

Download or read book IRCCRAND - The Ohio State University Random Number Generator Package written by Edward J. Dudewicz and published by . This book was released on 1974 with total page 95 pages. Available in PDF, EPUB and Kindle. Book excerpt: A documented package (IRCCRAND) of random (pseudo-random) number generators for use in simulation and Monte Carlo studies is presented. The documentation is intended to allow intelligent choice of a random number generator by most investigators using simulation methodology.

Handbook of Computational Statistics

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Publisher : Springer
ISBN 13 : 9783662517659
Total Pages : 0 pages
Book Rating : 4.5/5 (176 download)

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Book Synopsis Handbook of Computational Statistics by : James E. Gentle

Download or read book Handbook of Computational Statistics written by James E. Gentle and published by Springer. This book was released on 2017-05-04 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.

Applied Parallel Computing

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Publisher : Springer
ISBN 13 : 354033498X
Total Pages : 1195 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Applied Parallel Computing by : Jack Dongarra

Download or read book Applied Parallel Computing written by Jack Dongarra and published by Springer. This book was released on 2006-02-27 with total page 1195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 7th International Conference on Applied Parallel Computing, PARA 2004, held in June 2004. The 118 revised full papers presented together with five invited lectures and 15 contributed talks were carefully reviewed and selected for inclusion in the proceedings. The papers are organized in topical sections.

Bootstrapping and Related Techniques

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Publisher : Springer Science & Business Media
ISBN 13 : 3642488501
Total Pages : 231 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Bootstrapping and Related Techniques by : Karl-Heinz Jöckel

Download or read book Bootstrapping and Related Techniques written by Karl-Heinz Jöckel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.

Random Generation of Trees

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792395287
Total Pages : 222 pages
Book Rating : 4.3/5 (952 download)

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Book Synopsis Random Generation of Trees by : Laurent Alonso

Download or read book Random Generation of Trees written by Laurent Alonso and published by Springer Science & Business Media. This book was released on 1994-12-31 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Generation of Trees is about a field on the crossroads between computer science, combinatorics and probability theory. Computer scientists need random generators for performance analysis, simulation, image synthesis, etc. In this context random generation of trees is of particular interest. The algorithms presented here are efficient and easy to code. Some aspects of Horton--Strahler numbers, programs written in C and pictures are presented in the appendices. The complexity analysis is done rigorously both in the worst and average cases. Random Generation of Trees is intended for students in computer science and applied mathematics as well as researchers interested in random generation.

Simulation of Communication Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 0306469715
Total Pages : 920 pages
Book Rating : 4.3/5 (64 download)

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Book Synopsis Simulation of Communication Systems by : Michel C. Jeruchim

Download or read book Simulation of Communication Systems written by Michel C. Jeruchim and published by Springer Science & Business Media. This book was released on 2006-04-11 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of this book was published seven years ago, the field of modeling and simulation of communication systems has grown and matured in many ways, and the use of simulation as a day-to-day tool is now even more common practice. With the current interest in digital mobile communications, a primary area of application of modeling and simulation is now in wireless systems of a different flavor from the `traditional' ones. This second edition represents a substantial revision of the first, partly to accommodate the new applications that have arisen. New chapters include material on modeling and simulation of nonlinear systems, with a complementary section on related measurement techniques, channel modeling and three new case studies; a consolidated set of problems is provided at the end of the book.

Rollback-able Random Number Generators for the Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES)

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Publisher :
ISBN 13 :
Total Pages : 77 pages
Book Rating : 4.:/5 (115 download)

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Book Synopsis Rollback-able Random Number Generators for the Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES) by : R. Karthik Narayanan

Download or read book Rollback-able Random Number Generators for the Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES) written by R. Karthik Narayanan and published by . This book was released on 2005 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Numbers form the heart and soul of a discrete-event simulation system. There are few situations where the actions of the entities in the process being simulated can be completely predicted in advance. The real world processes are more probabilistic than deterministic. Hence, such chances are represented in the system by using various statistical models, like random number generators. These random number generators can be used to represent a various number of factors, such as length of the queue. However, simulations have grown in size and are sometimes required to run on multiple machines, which share the various methods or events in the simulation among themselves. These Machines can be distributed across a LAN or even the internet. In such cases, to keep the validity of the simulation model, we need rollback-able random number generators. This thesis is an effort to develop such rollback able random number generators for the Synchronous Parallel Environment for Emulation and Discrete-Event Simulation (SPEEDES) environment developed by NASA. These rollback-able random number generators will also add several statistical distribution models to the already rich SPEEDES library.

Discrete and Continuous Simulation

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Publisher : CRC Press
ISBN 13 : 1466596392
Total Pages : 380 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Discrete and Continuous Simulation by : Susmita Bandyopadhyay

Download or read book Discrete and Continuous Simulation written by Susmita Bandyopadhyay and published by CRC Press. This book was released on 2014-06-25 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: When it comes to discovering glitches inherent in complex systems—be it a railway or banking, chemical production, medical, manufacturing, or inventory control system—developing a simulation of a system can identify problems with less time, effort, and disruption than it would take to employ the original. Advantageous to both academic and industrial practitioners, Discrete and Continuous Simulation: Theory and Practice offers a detailed view of simulation that is useful in several fields of study. This text concentrates on the simulation of complex systems, covering the basics in detail and exploring the diverse aspects, including continuous event simulation and optimization with simulation. It explores the connections between discrete and continuous simulation, and applies a specific focus to simulation in the supply chain and manufacturing field. It discusses the Monte Carlo simulation, which is the basic and traditional form of simulation. It addresses future trends and technologies for simulation, with particular emphasis given to .NET technologies and cloud computing, and proposes various simulation optimization algorithms from existing literature. Includes chapters on input modeling and hybrid simulation Introduces general probability theory Contains a chapter on Microsoft® ExcelTM and MATLAB®/Simulink® Discusses various probability distributions required for simulation Describes essential random number generators Discrete and Continuous Simulation: Theory and Practice defines the simulation of complex systems. This text benefits academic researchers in industrial/manufacturing/systems engineering, computer sciences, operations research, and researchers in transportation, operations management, healthcare systems, and human–machine systems.